+234.8%
WAT vs HAS
+106.1%
+128.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.7% |
| 7D | +6.0% | +2.2% | +3.9% | +5.4% |
| 30D | +9.9% | +29.6% | -19.7% | +2.1% |
| 3M | +17.2% | +30.3% | -13.1% | +8.6% |
| 6M | +34.2% | +25.6% | +8.6% | +25.1% |
| YTD | +25.5% | +50.8% | -25.3% | +10.2% |
| 1Y | +28.3% | +63.0% | -34.8% | +10.1% |
| 3Y | +88.4% | +211.6% | -123.2% | +33.7% |
| 5Y | +36.1% | +50.4% | -14.3% | +14.3% |
| 10Y | +234.8% | +101.9% | +132.9% | +154.1% |
| All | +234.8% | +106.1% | +128.7% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling